To make sure, you're trying to receive the code on your Fido device, correct?
If that's the case, it's important to note that short codes must be approved by the Canadian Wireless Telecommunications Association (CWTA) and each of the Canadian carriers before a program is provisioned on their respective networks.
The current list of approved short code programs is available at their website. You'll also be able to learn more about the CWTA, short code programs, how to apply for a short code and more.
Typically though, the CWTA would only approve short codes from organizations that operate in Canada.
I suggest contacting your bank to ask them if there are alternative methods to authenticate you.
Hope this helps clarify a bit!